-67.1%
BAX vs ET
+242.4%
-309.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | -12.2% | +5.3% | -17.5% | -13.2% |
| 3M | +21.8% | +15.6% | +6.2% | +17.8% |
| 6M | +36.3% | +20.6% | +15.7% | +30.2% |
| YTD | +27.8% | +38.5% | -10.7% | +18.1% |
| 1Y | -0.1% | +35.7% | -35.8% | -7.3% |
| 3Y | -33.3% | +98.4% | -131.7% | -43.2% |
| 5Y | -67.1% | +245.3% | -312.4% | -73.4% |
| All | -67.1% | +242.4% | -309.4% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling